NFLX Options History — August 2022 In August 2022, NFLX traded between $22.09 and $24.98. ATM implied volatility averaged 46.0%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded below realized volatility by 2.0% (HV 20d: 48.0%). Max pain ranged from $19.00 to $23.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 1.11.
Notable Days 2022-08-08 : Highest Volume — 2,837,930 contracts2022-08-22 : Largest IV spike — 13.2% change2022-08-30 : Highest IV Rank — 47.0%2022-08-30 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $23.33 $22.09 $24.98 $22.60 $22.62 Max Pain $22.12 $19.00 $23.00 $19.00 $22.50 ATM IV 46.0% 42.3% 51.7% 46.5% 50.7% Expected Move 13.1% 12.1% 14.7% 13.3% 14.4% HV 20d 48.0% 39.8% 56.0% 55.3% 44.8% HV 60d 56.2% 53.7% 62.2% 62.2% 54.7% IV Rank 38.5% 32.1% 47.0% 39.8% 45.4% IV Percentile 56.1% 43.7% 71.8% 57.5% 69.8% Term Structure -0.1% -1.1% 0.9% -0.9% -0.2% VWIV 46.4% 42.8% 51.1% 48.5% 50.3% Skew 25d 5.5% 4.0% 7.4% 5.8% 6.4% Skew 10d 10.4% 7.0% 14.3% 11.5% 12.5% Call IV 25d 43.8% 40.4% 48.3% 43.9% 47.8% Put IV 25d 49.3% 44.9% 55.7% 49.7% 54.3% Bid-Ask Spread % 1.83 1.20 3.53 2.81 1.90 Gamma HHI 0.05 0.03 0.12 0.04 0.03 Net GEX 25.6M -42.7M 102.2M 24.4M -1.7M Net DEX 25.6M -2.05B 1.84B 178.8M 1.25B Net VEX -31.2M -33.3M -27.9M -28.3M -31.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.11 0.48 2.30 1.41 1.99 Total Volume 1,711,075.652 986,660 2,837,930 1,390,840 2,749,240 Total OI 10,954,096.522 9,800,930 12,056,020 10,290,970 10,588,180
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-08-01 $22.60 $19.00 46.5% 13.3% 55.3% 39.8% 48.5% 5.8% -0.9% 24.4M 178.8M -28.3M 1.41 2.81 N/A N/A 575,970 814,870 4,948,750 5,342,220 2022-08-02 $22.19 $19.50 46.4% 13.3% 55.8% 39.7% 47.7% 5.6% -1.1% 9.9M 579.6M -27.9M 1.34 2.36 N/A N/A 568,430 760,370 5,057,290 5,479,280 2022-08-03 $22.76 $19.50 44.0% 12.7% 56.0% 35.9% 44.9% 5.5% -0.7% 32.7M -3.4M -29.1M 1.87 2.57 N/A N/A 653,290 1,224,730 5,159,100 5,601,080 2022-08-04 $22.95 $22.50 45.4% 12.9% 55.8% 38.1% 43.7% 4.6% -0.9% 48.1M -209.0M -29.5M 0.48 1.59 N/A N/A 1,753,130 849,350 5,258,460 5,736,550 2022-08-05 $22.63 $22.50 43.6% 12.5% 56.0% 35.4% 44.3% 4.9% -0.8% 18.7M 62.4M -30.0M 0.80 1.53 N/A N/A 1,079,640 858,580 5,530,650 5,805,210 2022-08-08 $23.40 $22.50 45.9% 13.1% 51.6% 38.9% 47.3% 4.0% -0.1% 42.6M -614.0M -31.5M 0.59 1.55 N/A N/A 1,783,000 1,054,930 5,155,290 5,546,950 2022-08-09 $22.96 $22.50 46.4% 13.3% 51.4% 39.7% 47.2% 5.2% 0.2% 33.6M -124.3M -31.1M 0.73 1.62 N/A N/A 696,970 512,070 5,412,940 5,735,860 2022-08-10 $24.35 $22.50 44.8% 12.9% 53.8% 37.2% 45.6% 4.3% 0.2% 79.9M -1.58B -32.7M 1.12 1.44 N/A N/A 1,291,300 1,446,620 5,452,140 5,837,070 2022-08-11 $24.22 $22.50 45.4% 13.0% 52.8% 38.0% 46.3% 4.3% 0.0% 72.2M -1.38B -32.8M 0.61 1.50 N/A N/A 1,582,190 961,830 5,591,470 6,041,080 2022-08-12 $24.84 $22.50 42.8% 12.3% 47.0% 34.1% 44.0% 4.0% 0.2% 102.2M -2.05B -33.1M 0.86 1.67 N/A N/A 1,075,420 930,200 5,727,580 6,145,900 2022-08-15 $24.98 $22.50 42.8% 12.3% 47.0% 34.1% 44.4% 4.3% 0.6% 52.3M -1.70B -33.2M 0.63 1.37 N/A N/A 776,090 487,890 5,413,220 5,899,720 2022-08-16 $24.68 $22.50 42.3% 12.1% 45.5% 32.5% 43.8% 4.6% 0.6% 49.4M -1.35B -33.3M 0.76 2.18 N/A N/A 561,650 425,010 5,593,020 6,002,540 2022-08-17 $24.10 $22.50 43.0% 12.3% 40.9% 33.1% 43.0% 5.1% 0.8% 24.9M -670.0M -32.5M 1.99 3.53 N/A N/A 662,770 1,315,920 5,630,900 6,057,660 2022-08-18 $24.57 $22.50 42.3% 12.1% 39.8% 32.1% 42.8% 4.3% 0.9% 66.3M -1.20B -33.3M 0.92 1.31 N/A N/A 578,570 531,240 5,744,200 6,226,930 2022-08-19 $24.04 $22.50 43.6% 12.4% 40.5% 34.1% 43.8% 5.1% 0.7% 16.4M -489.7M -32.5M 1.04 1.66 N/A N/A 884,010 920,290 5,793,340 6,262,680 2022-08-22 $22.58 $22.50 49.4% 14.1% 46.8% 43.3% 48.3% 7.3% -0.1% -16.9M 1.57B -30.5M 0.93 1.66 N/A N/A 820,260 760,780 4,888,020 4,912,910 2022-08-23 $22.52 $23.00 48.7% 13.8% 46.1% 42.2% 49.1% 7.0% -0.1% -13.6M 1.56B -30.6M 0.91 1.78 N/A N/A 526,140 476,610 5,105,430 5,101,550 2022-08-24 $23.04 $22.50 47.1% 13.3% 41.4% 39.7% 46.8% 6.4% -0.0% 2.4M 1.03B -31.5M 2.30 1.20 N/A N/A 508,920 1,168,560 5,216,170 5,199,270 2022-08-25 $23.35 $22.50 45.4% 12.9% 41.6% 37.0% 45.5% 6.2% -0.2% 14.1M 759.8M -31.6M 1.34 1.38 N/A N/A 487,600 651,920 5,299,770 5,283,520 2022-08-26 $22.41 $22.75 49.1% 13.9% 44.3% 42.9% 48.0% 7.1% -0.4% -42.7M 1.75B -30.5M 1.05 1.39 N/A N/A 702,980 736,390 5,376,890 5,347,630 2022-08-29 $22.64 $22.50 50.3% 14.3% 44.4% 44.7% 50.6% 7.4% 0.0% -7.0M 1.37B -30.8M 0.89 1.51 N/A N/A 558,240 497,270 5,048,990 5,019,500 2022-08-30 $22.09 $22.50 51.7% 14.7% 44.9% 47.0% 51.1% 7.4% -0.3% -20.2M 1.84B -29.8M 0.90 2.48 N/A N/A 576,280 517,220 5,205,050 5,162,260 2022-08-31 $22.62 $22.50 50.7% 14.4% 44.8% 45.4% 50.3% 6.4% -0.2% -1.7M 1.25B -31.2M 1.99 1.90 N/A N/A 920,580 1,828,660 5,321,120 5,267,060
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